A web3j fat jar is distributed with each release providing command line tools. The command line
allow you to use some of the functionality of web3j from your terminal:

These tools provide:

Wallet creation

Wallet password management

Ether transfer from one wallet to another

Generation of Solidity smart contract wrappers

The command line tools can be obtained as a zipfile/tarball from the
releases page of the project repository, under
the Downloads section, or for OS X users via
Homebrew, or for Arch linux users via the
AUR.

brew tap web3j/web3j
brew install web3j

To run via the zipfile, simply extract the zipfile and run the binary: